Senior Market Risk Lead — Strategy, Modeling & Analytics

CICC; Hong Kong; On-site; HKD 1,200,000 - 2,000,000; Full time

Job summary

CICC in Hong Kong is seeking a senior Market Risk professional to lead risk management activities across asset classes, aligning with risk appetite and regulatory guidelines. The role includes enhancing risk models and providing expert guidance to senior management.

The ideal candidate has 10–15 years of market risk experience, strong quantitative skills, and proven leadership. Fluency in Chinese and English is required; FRM/CFA/CQF are desirable credentials.

Qualifications

• Master's degree or above in finance, economics, mathematics, or related field.
• 10–15 years of market risk management experience in investment banks or financial institutions.
• Deep understanding of markets, products, risk management techniques, and pricing models.
• Solid knowledge of regulatory frameworks for market risk management.
• Proficiency in quantitative analysis, risk modeling, and statistical tools.
• Strong analytical and problem-solving skills to identify complex market risks.
• Proven leadership and team management with cross-level collaboration.
• Fluent in Chinese and English verbal and written communication.
• Professional certifications such as FRM, CFA, or CQF desirable.

Responsibilities

• Develop and implement market risk management strategies in line with risk appetite and regulatory guidelines.
• Develop and maintain market risk policies, procedures, and controls and ensure their effective implementation.
• Monitor and assess market risk exposures across asset classes.
• Conduct stress testing, scenario analysis, and sensitivity analysis.
• Provide risk-related advice and recommendations to senior management, including risk limits and hedging strategies.
• Collaborate with business units to analyse market trends, pricing models, and risk factors.
• Stay updated on industry best practices, market developments and regulatory changes.
• Prepare and present risk reports to senior management, risk committees, and regulators.
• Provide leadership, guidance and trainings to Market Risk coverage members.
• Enhance market/counterparty credit risk models, and OTC derivatives pricing and margin models in risk systems; conduct rigorous analysis and testing.

Skills

Market risk management

Leadership

Stakeholder collaboration

Communication skills

Problem solving

Education

Master's degree or above in finance/economics/math

Job description

CICC in Hong Kong is seeking a senior Market Risk professional to lead risk management activities across asset classes, aligning with risk appetite and regulatory guidelines. The role includes enhancing risk models and providing expert guidance to senior management.

The ideal candidate has 10–15 years of market risk experience, strong quantitative skills, and proven leadership. Fluency in Chinese and English is required; FRM/CFA/CQF are desirable credentials.